Finds the posterior modes for the mean and standard deviation for a truncated normal distribution with one or two known truncation points. The method used extends Bayesian methods for parameter estimation for a singly truncated normal distribution under the Jeffreys prior (see Zhou X, Giacometti R, Fabozzi FJ, Tucker AH (2014). "Bayesian estimation of truncated data with applications to operational risk measurement". <doi:10.1080/14697688.2012.752103>). This package additionally allows for a doubly truncated normal distribution.
| Version: | 0.0.3 |
| Depends: | R (≥ 3.4.0) |
| Imports: | methods,Rcpp (≥ 0.12.0),RcppParallel (≥ 5.0.1),Rdpack,rstan (≥ 2.18.1),rstantools (≥ 2.2.0), stats |
| LinkingTo: | BH (≥ 1.66.0),Rcpp (≥ 0.12.0),RcppEigen (≥ 0.3.3.3.0),RcppParallel (≥ 5.0.1),rstan (≥ 2.18.1),StanHeaders (≥2.18.0) |
| Suggests: | testthat (≥ 3.0.0),truncnorm (≥ 1.0),withr (≥ 2.5.0) |
| Published: | 2023-08-23 |
| DOI: | 10.32614/CRAN.package.truncnormbayes |
| Author: | Mika Braginsky [aut], Leon Tran [aut], Maya Mathur [ctb], Peter Solymos [cre, ctb] |
| Maintainer: | Peter Solymos <peter at analythium.io> |
| BugReports: | https://github.com/mathurlabstanford/truncnormbayes/issues |
| License: | GPL (≥ 3) |
| URL: | https://github.com/mathurlabstanford/truncnormbayes,https://mathurlabstanford.github.io/truncnormbayes/ |
| NeedsCompilation: | yes |
| SystemRequirements: | GNU make |
| Materials: | README,NEWS |
| CRAN checks: | truncnormbayes results |